Shade Smooth not working in the render tab (even after recalculating/merging normals)
You need more subdivisions on the object to appear curved.
Here's an object only with smooth shading (rendered image on the right), note that the edges and faces are visible.

Here's the same object with smooth shading and a subdivision surface modifier. The curves are smooth.

Just for comparison, here's the same object with flat shading. Compare to smooth shading only.

Click on the images to show enlarged in full screen.